Related papers: Nonlinear Set Membership Filter with State Estimat…
The nonconvex and nonsmooth finite-sum optimization problem with linear constraint has attracted much attention in the fields of artificial intelligence, computer, and mathematics, due to its wide applications in machine learning and the…
In most existing robust array beam pattern synthesis studies, the bounded-sphere model is used to describe the steering vector (SV) uncertainties. In this letter, instead of bounding the norm of SV perturbations as a whole, we explore the…
Multi-agent distributed consensus optimization problems arise in many signal processing applications. Recently, the alternating direction method of multipliers (ADMM) has been used for solving this family of problems. ADMM based distributed…
Symmetric Nonnegative Matrix Factorization (SNMF) models arise naturally as simple reformulations of many standard clustering algorithms including the popular spectral clustering method. Recent work has demonstrated that an elementary…
In this work, we present methods for state estimation in continuous-discrete nonlinear systems involving stochastic differential equations. We present the extended Kalman filter, the unscented Kalman filter, the ensemble Kalman filter, and…
We use statistical learning methods to construct an adaptive state estimator for nonlinear stochastic systems. Optimal state estimation, in the form of a Kalman filter, requires knowledge of the system's process and measurement uncertainty.…
Nonlinear model predictive control has become a popular approach to deal with highly nonlinear and unsteady state systems, the performance of which can however deteriorate due to unaccounted uncertainties. Model predictive control is…
One of the key challenges in identifying nonlinear and possibly non-Gaussian state space models (SSMs) is the intractability of estimating the system state. Sequential Monte Carlo (SMC) methods, such as the particle filter (introduced more…
We present a numerically efficient Nonlinear Model Predictive Control (NMPC) approach, called Set Membership based NMPC (SM-NMPC). In particular, a Set Membership method is used to derive from data an approximation and tight bounds on the…
We present a method of parameter estimation for large class of nonlinear systems, namely those in which the state consists of output derivatives and the flow is linear in the parameter. The method, which solves for the unknown parameter by…
Hyperspectral imagery collected from airborne or satellite sources inevitably suffers from spectral variability, making it difficult for spectral unmixing to accurately estimate abundance maps. The classical unmixing model, the linear…
The stable principal component pursuit (SPCP) is a non-smooth convex optimization problem, the solution of which enables one to reliably recover the low rank and sparse components of a data matrix which is corrupted by a dense noise matrix,…
This paper addresses the synthesis of interval observers for partially unknown nonlinear systems subject to bounded noise, aiming to simultaneously estimate system states and learn a model of the unknown dynamics. Our approach leverages…
This paper addresses the problem of efficiently classifying high-dimensional data over decentralized networks. Penalized support vector machines (SVMs) are widely used for high-dimensional classification tasks. However, the double…
Atomic norm minimization (ANM) is a key approach for line spectral estimation (LSE). Most related algorithms formulate ANM as a semidefinite programming (SDP), which incurs high computational cost. In this letter, we revisit the ANM problem…
This paper proposes a new hyperspectral unmixing method for nonlinearly mixed hyperspectral data using a semantic representation in a semi-supervised fashion, assuming the availability of a spectral reference library. Existing…
We consider a class of Riemannian optimization problems where the objective is the sum of a smooth function and a nonsmooth function, considered in the ambient space. This class of problems finds important applications in machine learning…
Mathematical modelling, particularly through approaches such as structured sparse support vector machines (SS-SVM), plays a crucial role in processing data with complex feature structures, yet efficient algorithms for distributed…
The alternating direction method of multipliers (ADMM) has been popular for solving many signal processing problems, convex or nonconvex. In this paper, we study an asynchronous implementation of the ADMM for solving a nonconvex nonsmooth…
There is a demand for the same data content from several user equipments (UEs) in many wireless communication applications. Physical-layer multicasting combines the beamforming capability of massive MIMO (multiple-input multiple-output) and…